Horizon Kinetics Spac Active ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:3.82% (-0.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0350 | 19.92 | |
| 0.9549 | 6.28 | |
| 0.2229 | 8.22 | |
| -0.3555 | -1.66 |
Estimation Period:
Jan 27, 2023 to Feb 13, 2026
Jan 27, 2023 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Horizon Kinetics Spac Active ETF Analyses
Other GJR-GARCH Analyses on ETFs